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Abstract Variation in the reactivity of the endocrine stress axis is thought to underlie aspects of persistent individual differences in behavior (i.e. animal personality). Previous studies, however, have focused largely on estimating baseline or peak levels of glucocorticoids (CORT), often in captive animals. In contrast, the temporal dynamics of the HPA axis—how quickly it turns on and off, for example—may better indicate how an individual copes with stressors. Moreover, these HPA components might be correlated, thereby representing endocrine suites. Using wild-caught great tits (Parus major) we tested birds for exploratory behavior using a standardized novel environment assay that serves as a validated proxy for personality. We then re-captured a subset of these birds (n = 85) and characterized four components of HPA physiology: baseline, endogenous stress response, a dexamethasone (DEX) challenge to estimate the strength of negative feedback, and an adrenocorticotropic hormone (ACTH) challenge to estimate adrenal capacity. We predicted that these four HPA responses would be positively correlated and that less exploratory birds would have a more rapid onset of the stress response (a CORT elevation during the baseline bleed) and weaker negative feedback (higher CORT after DEX). We found support for the first two predictions but not the third. All four components were positively correlated with each other and less exploratory birds exhibited an elevation in CORT during the baseline bleed (<3 min from capture). Less exploratory birds, however, did not exhibit weaker negative feedback following the DEX challenge, but did exhibit weaker adrenal capacity. Together, our findings provide partial support for the hypothesis that the temporal reactivity of the HPA axis is linked with consistent individual differences in behavior, with more cautious (slower exploring) individuals exhibiting a faster CORT response.